Access Statistics for Venus Khim-Sen Liew

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 2 299 0 1 13 1,467
A complementary test for ADF test with an application to the exchange rates returns 0 0 1 225 0 2 16 1,237
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 1 31 0 0 6 95
Are Asian Real Exchange Rates Stationary? 0 2 5 408 2 5 16 1,008
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 1 1 14 575
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 2 12 898 2 21 57 2,517
Calendar anomalies in the Malaysian stock market 1 2 9 341 1 8 20 1,046
Day-of-the-week effects in selected East Asian stock markets 1 1 16 185 2 2 36 536
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 1 5 57 0 2 17 149
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 1 6 88 1 3 18 273
Early warning indicator of economic vulnerability 2 4 18 105 3 7 28 167
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 1 3 325
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 1 209 0 0 1 720
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 2 11 43 2,194 4 23 135 7,351
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 303 0 0 16 1,598
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 4 276 1 2 22 1,199
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 1 1,657 1 2 10 4,347
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 3 17 1,196 5 9 43 3,243
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 12 50 2,993 8 34 171 10,682
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 1 96 1 2 5 210
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 2 419 1 3 10 1,340
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 1 12 42 181 29 83 210 848
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 2 4 97 2 6 18 531
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 1 13 475 2 10 43 1,490
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 184 0 0 21 890
Income convergence: fresh evidence from the Nordic countries 0 0 4 47 1 1 7 140
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 1 89 0 2 12 259
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 3 573 0 0 6 2,151
Is Money Neutral In Stock Market? The Case of Malaysia 0 0 3 64 0 3 12 182
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 2 75 1 2 8 202
Linearity and stationarity of G7 government bond returns 0 0 1 15 0 4 10 79
Linearity and stationarity of South Asian real exchange rates 1 1 4 97 1 2 11 260
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 1 4 5 79 2 5 12 220
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 1 5 22 2 20 59 130
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 7 15 191 1 11 42 495
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 3 122 1 3 10 305
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 1 1 202 0 2 13 491
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 0 481 0 1 6 1,083
On Autoregressive Order Selection Criteria 0 1 2 597 0 1 8 1,650
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 0 2 542
On Singaporean Dollar and Purchasing Power Parity 0 0 1 237 0 0 8 1,538
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 2 3 5 167 2 15 72 1,646
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 1 2 2 270 1 5 13 1,856
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 1 4 53 0 3 20 188
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 10 1 2 8 48
Real interest rate parity: evidence from East Asian economies relative to China 0 1 3 180 1 4 25 582
Real interest rates equalization: The case of Malaysia and Singapore 0 0 1 205 1 7 19 1,015
Revisiting the Performance of MACD and RSI Oscillators 0 0 5 20 0 10 25 61
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 2 17 91 3 11 61 295
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 3 14 103 3 15 48 372
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 4 4 9 710
Testing nonlinear convergence in Malaysia,1965-2003 0 0 2 62 0 3 11 161
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 2 5 402 0 4 33 1,416
The Predictability of ASEAN-5 Exchange Rates 0 0 4 362 0 4 21 1,027
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 297 0 0 7 773
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 4 169 1 2 17 684
Time series modelling and forecasting of Sarawak black pepper price 1 2 9 160 2 10 60 799
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 1 2 5 225
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 1 7 1,588 4 15 64 7,466
Total Working Papers 18 87 389 20,508 100 400 1,693 72,895


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 1 2 6 67 2 5 18 208
Applied International Business Conference 2008 0 0 0 0 0 0 1 12
Are Asian real exchange rates stationary? 0 1 2 126 1 5 15 403
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 2 11 70 2 12 35 176
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 3 10 280
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 2 28 0 2 7 80
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 4 22 1 3 23 149
Day-of-the-week effects in Selected East Asian stock markets 0 0 3 14 2 4 16 61
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 32 0 1 5 70
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 1 6 14 52
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 1 2 7 28
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 1 2 7 0 4 12 50
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 3 220 0 3 15 701
Impact of foreign direct investment volatility on economic growth of asean-5 countries 6 14 57 306 9 26 153 739
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 2 6 0 3 10 35
Income convergence: fresh evidence from the Nordic countries 0 0 1 15 1 1 6 66
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 2 6 16 537
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 2 4 13
Is There Any International Diversification Benefits in ASEAN Stock Markets? 0 0 5 79 0 1 21 289
Is money neutral in stock market? The case of Malaysia 0 3 7 83 1 4 15 256
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 3 8 65 1 4 12 143
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 39 1 3 12 149
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 5 106
Linearity and stationarity of G7 government bond returns 0 1 2 41 1 5 8 132
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 3 23 1 1 6 91
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 3 19 49 657
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 1 2 57 0 1 5 135
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 2 3 239
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 3 20 0 3 11 82
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 7 0 3 8 40
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 0 7 323
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 1 86 1 4 11 299
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 2 10 41 1 5 19 113
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 0 30 0 1 8 144
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 2 9 324
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 32 0 0 6 112
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 2 3 8 105 4 9 23 265
Revisiting the Performance of MACD and RSI Oscillators 0 4 23 50 2 15 69 157
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 1 1 1 8
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 1 6 205
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 1 3 6 15 2 6 13 45
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 1 133 0 2 7 592
Time series test of nonlinear convergence and transitional dynamics 0 0 3 57 2 5 17 167
Which Lag Length Selection Criteria Should We Employ? 8 33 161 351 65 191 792 1,660
Total Journal Articles 19 73 342 2,300 110 376 1,510 10,393


Statistics updated 2016-02-03